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توضیحات

A Python powered library for statistical analysis and visualization of correlation phenomena

ویژگی	مقدار
سیستم عامل	-
نام فایل	correlationMatrix-0.2.0
نام	correlationMatrix
نسخه کتابخانه	0.2.0
نگهدارنده	[]
ایمیل نگهدارنده	[]
نویسنده	Open Risk
ایمیل نویسنده	info@openrisk.eu
آدرس صفحه اصلی	https://github.com/open-risk/correlationMatrix
آدرس اینترنتی	https://pypi.org/project/correlationMatrix/
مجوز	-

correlationMatrix ========================= correlationMatrix is a Python powered library for the statistical analysis and visualization of correlation phenomena. It can be used to analyze any dataset that captures timestamped values (timeseries) * Author: `Open Risk <http://www.openriskmanagement.com>`_ * License: Apache 2.0 * Mathematical Documentation: `Open Risk Manual <https://www.openriskmanual.org/wiki/Correlation_Matrix>`_ * Training: `Open Risk Academy <https://www.openriskacademy.com/login/index.php>`_ * Development Website: `Github <https://github.com/open-risk/correlationMatrix>`_ Functionality ------------- You can use correlationMatrix to - Estimate correlation matrices from historical timeseries using a variety of models - Visualize correlation matrices - Manipulate correlation matrices (fix problematic matrices, stress matrices etc) - Provide standardized data sets for testing **NB: correlationMatrix is still in active development. If you encounter issues please raise them in our github repository** Architecture ------------ * correlationMatrix supports file input/output in json and csv formats * provides intuitive objects for handling correlation matrices individually and as sets (based on numpy) * supports visualization using matplotlib Links to other open source software ----------------------------------- - correlationMatrix makes use of lower level methods available in numpy, scipy and statsmodels - There is a sister project for estimating transition rates transitionMatrix Installation ======================= You can install and use the correlationMatrix package in any system that supports the `Scipy ecosystem of tools <https://scipy.org/install.html>`_ Dependencies ----------------- - correlationMatrix requires Python 3 - It depends on numerical and data processing Python libraries (Numpy, Scipy, Pandas, stastmodels) - The Visualization API depends on Matplotlib - The precise dependencies are listed in the requirements.txt file. - correlationMatrix may work with earlier versions of these packages but this has not been tested. From PyPi ------------- TODO .. code:: bash pip3 install pandas pip3 install matplotlib pip3 install correlationMatrix From sources ------------- Download the sources to your preferred directory: .. code:: bash git clone https://github.com/open-risk/correlationMatrix Using virtualenv ---------------- It is advisable to install the package in a virtualenv so as not to interfere with your system's python distribution .. code:: bash virtualenv -p python3 tm_test source tm_test/bin/activate If you do not have pandas already installed make sure you install it first (will also install numpy) .. code:: bash pip3 install pandas pip3 install matplotlib pip3 install -r requirements.txt Finally issue the install command and you are ready to go! .. code:: bash python3 setup.py install File structure ----------------- The distribution has the following structure: | correlationMatrix The library source code | model.py Main data structures | utils Helper classes and methods | settings.py Settings | examples Usage examples | datasets Contains a variety of datasets useful for getting started with correlationMatrix | tests Testing suite Testing ---------------------- It is a good idea to run the test-suite. Before you get started: - Adjust the source directory path in correlationMatrix/__init__ and then issue the following in at the root of the distribution - Unzip the data files in the datasets directory .. code:: bash python3 test.py Getting Started ======================= Check the Usage pages in this documentation Look at the examples directory for a variety of typical workflows. For more in depth study, the Open Risk Academy has courses elaborating on the use of the library - How to estimate an Equity Correlation Matrix using correlationMatrix: https://www.openriskacademy.com/course/view.php?id=44

نیازمندی

مقدار	نام
-	pandas
-	numpy
-	scipy
-	statsmodels
-	sympy
-	matplotlib

نحوه نصب

نصب پکیج whl correlationMatrix-0.2.0:

pip install correlationMatrix-0.2.0.whl

نصب پکیج tar.gz correlationMatrix-0.2.0:

pip install correlationMatrix-0.2.0.tar.gz